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The overall performance or expected excess risk of an iterative machine learning algorithm can be decomposed into training error and generalization error. While the former is controlled by its convergence analysis, the latter can be tightly…

Machine Learning · Statistics 2018-04-06 Yuansi Chen , Chi Jin , Bin Yu

The $Q$-learning algorithm is a simple and widely-used stochastic approximation scheme for reinforcement learning, but the basic protocol can exhibit instability in conjunction with function approximation. Such instability can be observed…

Machine Learning · Computer Science 2022-06-03 Andrea Zanette , Martin J. Wainwright

Generalization bounds which assess the difference between the true risk and the empirical risk, have been studied extensively. However, to obtain bounds, current techniques use strict assumptions such as a uniformly bounded or a Lipschitz…

Machine Learning · Computer Science 2022-11-03 Itai Gat , Yossi Adi , Alexander Schwing , Tamir Hazan

Leveraging algorithmic stability to derive sharp generalization bounds is a classic and powerful approach in learning theory. Since Vapnik and Chervonenkis [1974] first formalized the idea for analyzing SVMs, it has been utilized to study…

Machine Learning · Computer Science 2021-01-26 Qinghua Liu , Zhou Lu

We apply the PAC-Bayes theory to the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-bounds) and explicit trade-off…

Machine Learning · Computer Science 2023-02-16 Michael Sucker , Peter Ochs

We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi

We introduce an analytical framework to quantify the changes in a machine learning algorithm's output distribution following the inclusion of a few data points in its training set, a notion we define as leave-one-out distinguishability…

Machine Learning · Computer Science 2024-04-18 Jiayuan Ye , Anastasia Borovykh , Soufiane Hayou , Reza Shokri

Algorithm-dependent generalization error bounds are central to statistical learning theory. A learning algorithm may use a large hypothesis space, but the limited number of iterations controls its model capacity and generalization error.…

Machine Learning · Computer Science 2017-07-20 Wenlong Mou , Liwei Wang , Xiyu Zhai , Kai Zheng

Recently, some mixture algorithms of pointwise and pairwise learning (PPL) have been formulated by employing the hybrid error metric of "pointwise loss + pairwise loss" and have shown empirical effectiveness on feature selection, ranking…

Machine Learning · Computer Science 2023-02-21 Jiahuan Wang , Jun Chen , Hong Chen , Bin Gu , Weifu Li , Xin Tang

Leave-one-out (LOO) prediction provides a principled, data-dependent measure of generalization, yet guarantees in fully transductive settings remain poorly understood beyond specialized models. We introduce Median of Level-Set Aggregation…

Machine Learning · Computer Science 2026-03-03 Jian Qian , Jiachen Xu

Algorithmic stability is an established tool for analyzing generalization. While adversarial training enhances model robustness, it often suffers from robust overfitting and an enlarged generalization gap. Although recent work has…

Machine Learning · Computer Science 2025-09-24 Hesam Hosseini , Ying Cao , Ali H. Sayed

We derive a novel PAC-Bayesian generalization bound for reinforcement learning that explicitly accounts for Markov dependencies in the data, through the chain's mixing time. This contributes to overcoming challenges in obtaining…

Machine Learning · Computer Science 2026-02-10 Abdelkrim Zitouni , Mehdi Hennequin , Juba Agoun , Ryan Horache , Nadia Kabachi , Omar Rivasplata

Generalization analyses of deep learning typically assume that the training converges to a fixed point. But, recent results indicate that in practice, the weights of deep neural networks optimized with stochastic gradient descent often…

Machine Learning · Computer Science 2022-08-22 Nisha Chandramoorthy , Andreas Loukas , Khashayar Gatmiry , Stefanie Jegelka

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

We study binary classification algorithms for which the prediction on any point is not too sensitive to individual examples in the dataset. Specifically, we consider the notions of uniform stability (Bousquet and Elisseeff, 2001) and…

Machine Learning · Computer Science 2020-09-24 Yuval Dagan , Vitaly Feldman

One of the main theoretical challenges in learning dynamical systems from data is providing upper bounds on the generalization error, that is, the difference between the expected prediction error and the empirical prediction error measured…

Machine Learning · Computer Science 2024-05-22 Daniel Racz , Martin Gonzalez , Mihaly Petreczky , Andras Benczur , Balint Daroczy

This paper presents a general methodology for deriving information-theoretic generalization bounds for learning algorithms. The main technical tool is a probabilistic decorrelation lemma based on a change of measure and a relaxation of…

Machine Learning · Computer Science 2023-12-07 Yifeng Chu , Maxim Raginsky

Statistical performance bounds for reinforcement learning (RL) algorithms can be critical for high-stakes applications like healthcare. This paper introduces a new framework for theoretically measuring the performance of such algorithms…

Machine Learning · Computer Science 2018-01-03 Christoph Dann , Tor Lattimore , Emma Brunskill

PAC-Bayesian bounds are known to be tight and informative when studying the generalization ability of randomized classifiers. However, they require a loose and costly derandomization step when applied to some families of deterministic…

Machine Learning · Statistics 2023-09-19 Paul Viallard , Pascal Germain , Amaury Habrard , Emilie Morvant

We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…

Machine Learning · Computer Science 2018-02-19 Ilja Kuzborskij , Christoph H. Lampert